Search found 2 matches
- Thu Jan 07, 2016 2:24 pm
- Forum: Estimation
- Topic: Pedroni FMOLS
- Replies: 3
- Views: 4678
Re: Pedroni FMOLS
The data that I am using are not publicly available and I am not allowed to share. I was just wondering if anybody had that problem before and a likely explanation.
- Thu Jan 07, 2016 12:31 pm
- Forum: Estimation
- Topic: Pedroni FMOLS
- Replies: 3
- Views: 4678
Pedroni FMOLS
Hello,
When I estimate the same specification with FMOLS, RATS and EVIEWS give significantly different results (not only the magnitude of the coefficients but also the signs are different). Any input will be greatly appreciated.
Thanks,
Oz
When I estimate the same specification with FMOLS, RATS and EVIEWS give significantly different results (not only the magnitude of the coefficients but also the signs are different). Any input will be greatly appreciated.
Thanks,
Oz
